+13.0%
SPY vs STX
+131.7%
-118.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -0.9% |
| 7D | +0.1% | +2.4% | -2.2% | -0.1% |
| 30D | +0.1% | +1.4% | -1.3% | -0.3% |
| 3M | +2.0% | -8.2% | +10.2% | +1.8% |
| 6M | +13.0% | +127.0% | -114.0% | -2.1% |
| All | +13.0% | +131.7% | -118.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded STX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling